from technical.pivots_points import pivots_points
from freqtrade.exchange import timeframe_to_prev_date
from freqtrade.persistence import Trade
-from scipy.signal import argrelextrema
+from scipy.signal import find_peaks
import numpy as np
import pandas_ta as pta
)
)
dataframe["&s-extrema"] = 0
- min_peaks = argrelextrema(
- dataframe["low"].values,
- np.less,
- order=label_period_candles,
+ min_peaks, _ = find_peaks(
+ -dataframe["low"].values,
+ height=0,
+ distance=label_period_candles,
)
- max_peaks = argrelextrema(
+ max_peaks, _ = find_peaks(
dataframe["high"].values,
- np.greater,
- order=label_period_candles,
+ height=0,
+ distance=label_period_candles,
)
- for mp in min_peaks[0]:
+ for mp in min_peaks:
dataframe.at[mp, "&s-extrema"] = -1
- for mp in max_peaks[0]:
+ for mp in max_peaks:
dataframe.at[mp, "&s-extrema"] = 1
dataframe["minima"] = np.where(dataframe["&s-extrema"] == -1, 1, 0)
dataframe["maxima"] = np.where(dataframe["&s-extrema"] == 1, 1, 0)